-92.9%
NIO vs RL
+239.2%
-332.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -4.3% |
| 7D | -14.5% | +2.6% | -17.0% | -15.8% |
| 30D | -15.0% | +2.9% | -17.9% | -16.7% |
| 3M | -35.6% | 0.0% | -35.6% | -36.0% |
| 6M | -55.7% | +17.1% | -72.8% | -61.0% |
| YTD | -43.1% | +10.1% | -53.3% | -49.1% |
| 1Y | -53.5% | +17.3% | -70.8% | -60.3% |
| 3Y | -59.8% | +249.3% | -309.2% | -88.0% |
| All | -92.9% | +239.2% | -332.0% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling